V-Lab
COMSYS Holdings Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, September 24th, 2026
1 Day
29.65%
1 Week
29.77%
1 Month
30.23%
Analysis last updated: Saturday, September 19, 2026 at 10:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1990 to Sep 18, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 123 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.23 degrees of freedom, capturing fatter tails than a normal distribution.
GAS-GARCH-T Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 6.0572 | 1.10 |
| αARCH | 0.0596 | 13.78*** |
| βGARCH | 0.9944 | 194.83*** |
| νDF | 5.2254 | 3.13*** |
0.994
Persistence123d
Half-lifeGAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.0572 | 1.10 |
α ARCH Response to squared shocks | 0.0596 | 13.78*** |
β GARCH Volatility persistence | 0.9944 | 194.83*** |
ν DF Student-t tail thickness | 5.2254 | 3.13*** |
Persistence:
0.994
Half-life:
123 days
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